Uses of Class
org.drip.investing.model.FamaFrench5F
| Package | Description |
|---|---|
| org.drip.investing.model |
Multi-Factor Model Suite implementation
|
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Uses of FamaFrench5F in org.drip.investing.model
Methods in org.drip.investing.model that return FamaFrench5F Modifier and Type Method Description static FamaFrench5FFamaFrench5F. Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor, ProfitabilityFactor profitabilityFactor, InvestmentFactor investmentFactor)Construct a Standard Instance of the 5F Fama-French Model using the Factor Instances